I second the use of Apache for running a local test copy of your site.
Since most hosts will be running Apache, you will get used to how to configure and run the site. You can experiment with url rewriting and password protecting directories the way that you will have to do it in 'the real world'. I'm not sure if the alternatives have similar features.
I use xampp as well, and I've modded it a bit to resemble x10's servers. This way I can try out things and when I'm sure it works, I can simply push it to my webspace.
I've already had problems with WAMP under vista but never from Xampp under Vista.